| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
991 |
991 |
0 |
|
| Total # of Open Trades |
1 |
1 |
0 |
|
| Number Winning Trades |
568 |
568 |
0 |
|
| Number Losing Trades |
423 |
423 |
0 |
|
| % Profitable |
57.32% |
57.32% |
0.00% |
|
| Avg Trade (win & loss) |
$ 260.55 |
$ 260.55 |
n/a |
|
| Average Winning Trade |
$1 572.53 |
$1 572.53 |
n/a |
|
| Average Losing Trade |
-$1 501.16 |
-$1 501.16 |
n/a |
|
| Ratio Avg Win / Avg Loss |
1.047540154 |
1.047540154 |
n/a |
|
| Largest Winning Trade |
$10 683.38 |
$10 683.38 |
n/a |
|
| Largest Losing Trade |
-$10 604.12 |
-$10 604.12 |
n/a |
|
| Avg # Bars in All Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Winning Trades |
3.9 |
3.9 |
n/a |
|
| Avg # Bars in Losing Trades |
4 |
4 |
n/a |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Winning
Trades |
4.2 |
4.2 |
n/a |
|
| Avg # Bars Between Losing
Trades |
4.3 |
4.3 |
n/a |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$2 235.47 |
$1 522.23 |
$1 783.93 |
|
| Avg. Trade +1 Std. Deviation |
$2 496.02 |
$3 094.76 |
$ 282.76 |
|
| Avg. Trade - 1 Std. Deviation |
-$1 974.92 |
$ 50.30 |
-$3 285.09 |
|
| Number of Outliers |
135 |
82 |
53 |
|
| Outlier Profit/Loss |
$91 118.80 |
$379 962.16 |
-$288 843.36 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$10 685.44 |
-$15 327.06 |
|
| Max Value Date |
08/04/2026 |
24/01/2022 |
|
| Avg Value |
$1 346.32 |
-$1 485.80 |
|
| Max Value (%) |
7.66% |
-9.21% |
|
| Max Value (%) Date |
21/11/2008 |
08/10/2008 |
|
| Avg Value (%) |
0.94% |
-0.99% |
|
| 1 Std. Deviation |
$1 422.62 |
$1 950.22 |
|
| Avg. Trade +1 Std. Deviation |
$2 768.93 |
$ 464.42 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 76.30 |
-$3 436.03 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
0.883922605 |
|
| Confidence Limits |
0.623262351 |
|
| Strategy ME |
$ 260.55 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
6 |
|
| Largest Consec. Profit |
$30 866.90 |
|
| Largest Consec. Loss |
-$18 812.22 |
|
| Largest Consec. Profit (%) |
375.46% |
|
| Largest Consec. Loss (%) |
-95412.00% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
107 |
$1 647.40 |
-$1 709.26 |
|
| 2 |
68 |
$1 753.05 |
-$1 255.77 |
|
| 3 |
31 |
$1 505.42 |
-$1 601.70 |
|
| 4 |
23 |
$1 235.01 |
-$1 090.53 |
|
| 5 |
7 |
$2 359.09 |
-$2 273.76 |
|
| 6 |
4 |
$1 575.57 |
-$ 788.50 |
|
| 7 |
2 |
$1 695.88 |
-$1 710.37 |
|
| 8 |
2 |
$1 048.22 |
-$ 335.37 |
|
| 9 |
3 |
$1 835.69 |
-$ 462.45 |
|
| 11 |
1 |
$ 754.97 |
-$ 304.12 |
|
| 13 |
1 |
$ 470.88 |
-$ 329.12 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
144 |
-$1 780.77 |
$1 913.18 |
|
| 2 |
64 |
-$1 391.72 |
$1 467.95 |
|
| 3 |
24 |
-$1 229.81 |
$1 981.82 |
|
| 4 |
13 |
-$1 069.02 |
$1 440.11 |
|
| 5 |
3 |
-$1 709.95 |
$1 304.21 |
|
| 6 |
2 |
-$2 553.08 |
$3 802.13 |
|
|
| Total Trades |
|
|
|
|
| Winning Trades |
|
|
|
|
| Losing Trades |
|
|
|
|
|
| Drawdown |
|
|
|
|
|
| Drawdown P/L |
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
|
| Run-up |
|
|
|
|
|
| Run-up P/L |
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
|
|
|
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